A wide class of machine learning algorithms can be reduced to variable elimination on factor graphs. While factor graphs provide a unifying notation for these algorithms, they do not provide a compact way to express repeated structure when compared to plate diagrams for directed graphical models. To exploit efficient t…
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Probabilistic graphical models offer a powerful framework to account for the dependence structure between variables, which is represented as a graph. However, the dependence between variables may render inference tasks intractable. In this paper we review techniques exploiting the graph structure for exact inference, b…
New method simplifies optimization landscapes by transforming saddle points.
A new variable importance measure for DRFs detects broader impacts on output distributions.
Deep neural networks (DNNs) are famous for their high prediction accuracy, but they are also known for their black-box nature and poor interpretability. We consider the problem of variable selection, that is, selecting the input variables that have significant predictive power on the output, in DNNs. We propose a backw…
Probabilistic inference in graphical models is the task of computing marginal and conditional densities of interest from a factorized representation of a joint probability distribution. Inference algorithms such as variable elimination and belief propagation take advantage of constraints embedded in this factorization …
Safe screening rules reduce -regression computation by fixing 76% of variables.
Shapley value improves model interpretation but not causal inference.
This paper explores the following question: what kind of statistical guarantees can be given when doing variable selection in high-dimensional models? In particular, we look at the error rates and power of some multi-stage regression methods. In the first stage we fit a set of candidate models. In the second stage we s…
The current study proposes a dimension reduction method, stepwise support vector machine (SVM), to reduce the dimensions of large p small n datasets. The proposed method is compared with other dimension reduction methods, namely, the Pearson product difference correlation coefficient (PCCs), recursive feature eliminati…
New algorithm identifies best intervention without graph knowledge.
We address the problem of inferring the causal effect of an exposure on an outcome across space, using observational data. The data is possibly subject to unmeasured confounding variables which, in a standard approach, must be adjusted for by estimating a nuisance function. Here we develop a method that eliminates the …
New methods reduce extrapolation errors in feature importance.
Decision stumps accurately screen variables in nonparametric models.
We propose a modification of linear discriminant analysis, referred to as compressive regularized discriminant analysis (CRDA), for analysis of high-dimensional datasets. CRDA is specially designed for feature elimination purpose and can be used as gene selection method in microarray studies. CRDA lends ideas from $\el…
We present an accelerated algorithm for hierarchical density based clustering. Our new algorithm improves upon HDBSCAN*, which itself provided a significant qualitative improvement over the popular DBSCAN algorithm. The accelerated HDBSCAN* algorithm provides comparable performance to DBSCAN, while supporting variable …
Graphical models represent multivariate and generally not normalized probability distributions. Computing the normalization factor, called the partition function, is the main inference challenge relevant to multiple statistical and optimization applications. The problem is of an exponential complexity with respect to t…
New method finds sparse groups of input variables for neural networks.
Proposes a flexible tournament design combining knockout and round-robin.
The paper examines variable annuities pricing and risk management using the Black-Scholes model and identifies key risk drivers.
The limit of energies of a sequence of harmonic maps as their annular domains approach the boundary of moduli space depends upon the boundary point approached. The infinite energy case is associated with limits of images containing ruled surfaces. The finite energy case yields a limit of images, under a suitable topolo…
We show a connection between the Fourier spectrum of Boolean functions and the REINFORCE gradient estimator for binary latent variable models. We show that REINFORCE estimates (up to a factor) the degree-1 Fourier coefficients of a Boolean function. Using this connection we offer a new perspective on variance reduction…
Solves selecting the best optimizing system problems.
Improved elimination strategies for adaptive bandit identification reduce sample complexity and computational burden.
Hybrid continuous-discrete models naturally represent many real-world applications in robotics, finance, and environmental engineering. Inference with large-scale models is challenging because relational structures deteriorate rapidly during inference with observations. The main contribution of this paper is an efficie…
New algorithms eliminate stepsize tuning for bilevel optimization problems.
Classification may not be reliable for several reasons: noise in the data, insufficient input information, overlapping distributions and sharp definition of classes. Faced with several possibilities neural network may in such cases still be useful if instead of a classification elimination of improbable classes is done…
How can we control for latent discrimination in predictive models? How can we provably remove it? Such questions are at the heart of algorithmic fairness and its impacts on society. In this paper, we define a new operational fairness criteria, inspired by the well-understood notion of omitted variable-bias in statistic…
New method reduces bias in estimating causal effects from discretized variables.
New algorithm eliminates arms to minimize regret in complex bandit problems.
New method identifies causal order without sparsity assumptions.
When applying the support vector machine (SVM) to high-dimensional classification problems, we often impose a sparse structure in the SVM to eliminate the influences of the irrelevant predictors. The lasso and other variable selection techniques have been successfully used in the SVM to perform automatic variable selec…
Equivalent condition found for q-holonomic sequences.
The aim of the paper is to demonstrate the superiority of Cartan's method over direct methods based on differential elimination for handling otherwise intractable equivalence problems. In this sens, using our implementation of Cartan's method, we establish two new equivalence results. Weestablish when a system of secon…
Learning how to act when there are many available actions in each state is a challenging task for Reinforcement Learning (RL) agents, especially when many of the actions are redundant or irrelevant. In such cases, it is sometimes easier to learn which actions not to take. In this work, we propose the Action-Elimination…
SPPCSO addresses multicollinearity in high-dimensional data, improving model stability and predictive accuracy.
We introduce Neural Choice by Elimination, a new framework that integrates deep neural networks into probabilistic sequential choice models for learning to rank. Given a set of items to chose from, the elimination strategy starts with the whole item set and iteratively eliminates the least worthy item in the remaining …
Study proposes a new method for better price prediction using machine learning and metaheuristics.
Aims to eliminate domain bias in authentication without domain labels.
This paper explains a mechanism called phase collapse that improves image classification accuracy.
Study predicts P2P lending platform failures using machine learning.
New model preserves symmetry in multivariate time series, improving performance.
We simplify Khovanov homology for torus braids using Gaussian elimination.
Logic approach finds real singularities in differential equations.
We develop an approach for feature elimination in statistical learning with kernel machines, based on recursive elimination of features.We present theoretical properties of this method and show that it is uniformly consistent in finding the correct feature space under certain generalized assumptions.We present four cas…
EDG generates Boltzmann samples from latent variables efficiently.
In this paper, we theoretically prove that adding one special neuron per output unit eliminates all suboptimal local minima of any deep neural network, for multi-class classification, binary classification, and regression with an arbitrary loss function, under practical assumptions. At every local minimum of any deep n…
Feature selection can facilitate the learning of mixtures of discrete random variables as they arise, e.g. in crowdsourcing tasks. Intuitively, not all workers are equally reliable but, if the less reliable ones could be eliminated, then learning should be more robust. By analogy with Gaussian mixture models, we seek a…